I always go turn the radio on in my room, give them all a kiss, tell them "I love you kids! I'll be back soon and im sorry you can't go.," and then I put them in their crates.

Molly stays downstairs and she usually follows me to the door..She tries to bolt out the door as soon as its opened so I say "Get back, Molly! You can't go.. Sorry little girl.. Love ya!" or something along those lines.